GofKmt: Khmaladze Martingale Transformation Goodness-of-Fit Test

Consider a goodness-of-fit(GOF) problem of testing whether a random sample comes from one sample location-scale model where location and scale parameters are unknown. It is well known that Khmaladze martingale transformation method - which was proposed by Khmaladze (1981) <doi:10.1137/1126027> - provides asymptotic distribution free test for the GOF problem. This package contains one function: KhmaladzeTrans(). In this version, KhmaladzeTrans() provides test statistic and critical value of GOF test for normal, Cauchy, logistic, Gamma, and Weibull distributions.

Version: 2.1.1
Depends: R (≥ 3.5.0)
Imports: Rcpp (≥ 1.0.3), ggplot2, stats, utils, Rsolnp
LinkingTo: Rcpp, RcppArmadillo
Published: 2020-02-21
Author: Jiwoong Kim <jwboys26 at gmail.com>
Maintainer: Jiwoong Kim <jwboys26 at gmail.com>
License: GPL-2
NeedsCompilation: yes
CRAN checks: GofKmt results

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Reference manual: GofKmt.pdf
Package source: GofKmt_2.1.1.tar.gz
Windows binaries: r-devel: GofKmt_2.1.1.zip, r-devel-gcc8: GofKmt_2.1.1.zip, r-release: GofKmt_2.1.1.zip, r-oldrel: GofKmt_2.1.1.zip
OS X binaries: r-release: GofKmt_2.1.1.tgz, r-oldrel: GofKmt_2.1.1.tgz
Old sources: GofKmt archive

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